File Download

There are no files associated with this item.

  Links for fulltext
     (May Require Subscription)
Supplementary

Conference Paper: ON-LINE ARMA SPECTRAL ESTIMATION.

TitleON-LINE ARMA SPECTRAL ESTIMATION.
Authors
Ng, TS
Issue Date1985
Citation
Ireecon International (Convention Digest) (Institution Of Radio And Electronics Engineers Australi, 1985, p. 563-566 How to Cite?
AbstractThis paper proposes an online algorithm for ARMA spectral estimation which implements the approximate maximum likelihood method by updating the U and D factors of the information matrix corresponding to the parameters. Simulated examples are given to compare the performances of the ARMA spectral estimator with the AR methods and the periodogram.
Persistent Identifierhttp://hdl.handle.net/10722/157994

 

DC FieldValueLanguage
dc.contributor.authorNg, TSen_US
dc.date.accessioned2012-08-08T08:57:37Z-
dc.date.available2012-08-08T08:57:37Z-
dc.date.issued1985en_US
dc.identifier.citationIreecon International (Convention Digest) (Institution Of Radio And Electronics Engineers Australi, 1985, p. 563-566en_US
dc.identifier.urihttp://hdl.handle.net/10722/157994-
dc.description.abstractThis paper proposes an online algorithm for ARMA spectral estimation which implements the approximate maximum likelihood method by updating the U and D factors of the information matrix corresponding to the parameters. Simulated examples are given to compare the performances of the ARMA spectral estimator with the AR methods and the periodogram.en_US
dc.languageengen_US
dc.relation.ispartofIREECON International (Convention Digest) (Institution of Radio and Electronics Engineers Australien_US
dc.titleON-LINE ARMA SPECTRAL ESTIMATION.en_US
dc.typeConference_Paperen_US
dc.identifier.emailNg, TS:tsng@eee.hku.hken_US
dc.identifier.authorityNg, TS=rp00159en_US
dc.description.naturelink_to_subscribed_fulltexten_US
dc.identifier.scopuseid_2-s2.0-0022276646en_US
dc.identifier.spage563en_US
dc.identifier.epage566en_US
dc.identifier.scopusauthoridNg, TS=7402229975en_US

Export via OAI-PMH Interface in XML Formats

OR

Export to Other Non-XML Formats